I'm not sure why but somehow AdGuard with the very same Annoyances list produces better results for me with cookie banners but AdGuard has other problems such as promoting its own services in the menu from time to time.
A good way to get rid of a large chunk of cookie banners is blocking cdn.cookielaw.org and cdn.privacy-mgmt.com in the hosts file. Lots of websites use either of the two services.
Use firefox new cookie banner feature (on nightly), or use uBlok Origin Easylist Cookie Notices and uBo annoyance filter, after that I never see any problem tbh.